+2,664.2%
AVGO vs TMF
-87.2%
+2,751.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -3.0% | -1.4% | -1.5% | -3.0% |
| 30D | -14.4% | -2.8% | -11.6% | -14.5% |
| 3M | -14.4% | -10.9% | -3.5% | -14.8% |
| 6M | +13.1% | -21.3% | +34.4% | +11.9% |
| YTD | +3.8% | -15.9% | +19.7% | +3.0% |
| 1Y | +17.8% | -15.7% | +33.5% | +17.0% |
| 3Y | +325.3% | -43.4% | +368.6% | +315.1% |
| 5Y | +689.9% | -87.8% | +777.7% | +566.0% |
| All | +2,664.2% | -87.2% | +2,751.4% | +2,638.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling